+515.7%
KORU vs ACWI
+78.9%
+436.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | 0.0% | +13.5% | +13.6% |
| 7D | +13.0% | +0.5% | +12.5% | +10.5% |
| 30D | +27.3% | +0.9% | +26.4% | +24.9% |
| 3M | -55.3% | +2.4% | -57.7% | -48.5% |
| 6M | +11.6% | +12.4% | -0.8% | +3.3% |
| YTD | +158.5% | +15.2% | +143.4% | +131.5% |
| 1Y | +482.2% | +22.7% | +459.4% | +336.5% |
| All | +515.7% | +78.9% | +436.8% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ACWI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling